jvpigozzo

jvpigozzo's Stars

• k-marcelino/ANBIMA

  Language:Jupyter Notebook31

• rodrigo11spbr/Anbima

  .net core, hexagonal architecture, solid, IOC

  Language:C#2

• traderpy/metatrader5-dash

  Account and Market Analysis Tool

  Language:Python3720

• MaikeRM/itau_quantamental

  Language:Jupyter Notebook3

• rlabbe/Kalman-and-Bayesian-Filters-in-Python

  Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.

  Language:Jupyter Notebook16.6k4.2k

• wilsonfreitas/rb3

  A bunch of downloaders and parsers for data delivered from B3

  Language:R2

• mcastagnaa/BlackLitterman

  Language:R1

• MychalCampos/BettermentPortfolio

  Getting a better understanding of Black-Litterman and how Betterment manages my ETF portfolio.

  Language:R146

• vsathyan96/BlackLittermanModel

  Implemented the Black Litterman Asset Allocation Model based on a research paper

  Language:R31

• MaximumBeings/public

  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)

  Language:Python7630

• differential-machine-learning/notebooks

  Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers.

  Language:Jupyter Notebook13751

• nburgessx/SwapsBook

  Low Latency Interest Rate Markets – Theory, Pricing and Practice

  Language:C++17536

• elvis-epx/gdcosimulator

  GDCOSimulator is a simulator of options for testing of option trading strategies.

  Language:Python41

• elvis-epx/brazilianoptions

  Scripts that generate quotations for Brazilian options (BOVESPA)

  Language:JavaScript3414

• ropensci/rb3

  A bunch of downloaders and parsers for data delivered from B3

  Language:R7128

• wilsonfreitas/modelos-garch

  Language:HTML1

• wilsonfreitas/brazilian-securities-lectures

  Pricing Brazilian Securities Lectures

  Language:Jupyter Notebook62

• yhilpisch/dx

  DX Analytics | Financial and Derivatives Analytics with Python

  Language:Jupyter Notebook710311

• yhilpisch/dawp

  Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.

  Language:Jupyter Notebook588371

• yhilpisch/aiif

  Jupyter Notebooks and code for the book Artificial Intelligence in Finance (O'Reilly) by Yves Hilpisch.

  Language:Jupyter Notebook307194

• yhilpisch/py4fi

  Python for Finance (O'Reilly)

  Language:Jupyter Notebook1.8k905

• yhilpisch/py4at

  Jupyter Notebooks and code for the book Python for Algorithmic Trading (O'Reilly) by Yves Hilpisch.

  Language:Jupyter Notebook678334

• yhilpisch/py4fi2nd

  Jupyter Notebooks and code for Python for Finance (2nd ed., O'Reilly) by Yves Hilpisch.

  Language:Jupyter Notebook1.4k737

• Gabrielllopes/B3-LSTM

  Implementação de uma LSTM para prever fechamento de ações na B3. Scripts para análise e predição de valores.

  Language:Python87

• gustavomoers/FinanceDash

  Dashboard to analyze brazilian financial market using Dash Plotly

  Language:Python97

• gustavomoers/BrazilianMarketDataCollector

  Extract brazilian market financial data from CVM, B3 and other sources.

  Language:Python249

• amgsnt/b3

  Cotações históricas de ações - B3

  Language:Python123

• paulo-jitsukawa/price-checker

  Web crawler que auxilia na identificação de oportunidades de compra e venda de ações e cotas de fundos de investimento imobiliário (FIIs) negociadas na bolsa de valores do Brasil (B3).

  Language:C#6

• robertmartin8/PyPortfolioOpt

  Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

  Language:Jupyter Notebook4.5k951

• rafa-rod/comparar_fundos_br

  Download de fundos de investimento, calcula rentabilidade e faz comparações.

  Language:Python72